In any given week I may shop at one, some or all of the following stores: local Hannaford grocery store, Trader Joes, Whole Foods, farmers market, Asian market, specialty gourmet shop, Dollar Tree, fish market, and butcher shop. There are certain items that I will only buy at a specific store (for example nut butters at Trader Joes or kipper snacks at the dollar store because they are so much cheaper than anywhere else), but for the most part I am very flexible based on ever changing needs, money, time and weather.
I walk everywhere so that limits my choices and how much I can pick up at any given time. It is great exercise, but sometimes it is a huge pain in the ass when time is limited or the weather is inclement.
Also, due to both people in our home being either un- or severely underemployed, my budget is super tight, sometimes relying almost entirely on our monthly food stamp allowance. This definitely guides my decisions on where to shop and what to buy. For instance I can't buy as much at farmer's markets or from farmers as I would like because they don't accept SNAP. I also can't get much grass fed meat or many pastured eggs and instead have to go for conventional stuff most of the time.